Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 2.13% | 0.45 CHF | 0.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 92'717 CHF | 94'717 CHF | 13.10% | 98.98% |
19.11.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 85'458 CHF | 87'458 CHF | 100.00% | 100.00% |
18.11.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 89'523 CHF | 91'523 CHF | 100.00% | 100.00% |
15.11.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 85'229 CHF | 87'229 CHF | 100.00% | 100.00% |
14.11.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 83'465 CHF | 85'465 CHF | 99.22% | 99.22% |
13.11.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 198'235 | 197'504 | 82'042 CHF | 83'710 CHF | 99.36% | 99.36% |
12.11.2024 | 2.28% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 86'995 CHF | 88'995 CHF | 100.00% | 100.00% |
11.11.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 101'463 CHF | 103'463 CHF | 100.00% | 100.00% |
08.11.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 100'489 CHF | 102'489 CHF | 100.00% | 100.00% |
07.11.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 195'312 | 193'489 | 95'848 CHF | 96'926 CHF | 98.73% | 98.73% |